Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Helmut Herwartz, Shu Wang
| Year of publication: |
2023
|
|---|---|
| Authors: | Herwartz, Helmut ; Wang, Shu |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 151.2023, p. 1-19
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| Subject: | Structural vector autoregressions | Sign restrictions | Set identification | Impulse response functions | Independent component analysis | VAR-Modell | VAR model | Spekulationsblase | Bubbles | Schätzung | Estimation | Schock | Shock | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2023.104630 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014478708